Friday, December 04, 2009

Weekly Scoreboard*

Indices
S&P 500 1,105.98 +1.33%
DJIA 10,388.90 +.77%
NASDAQ 2,194.35 +2.62%
Russell 2000 602.79 +4.43%
Wilshire 5000 11,231.20 +1.66%
Russell 1000 Growth 492.10 +1.38%
Russell 1000 Value 562.67 +1.57%
Morgan Stanley Consumer 677.26 +.77%
Morgan Stanley Cyclical 802.01 +2.82%
Morgan Stanley Technology 556.83 +2.30%
Transports 4,101.76 +4.56%
Utilities 389.77 +3.74%
MSCI Emerging Markets 41.77 +4.0%

Lyxor L/S Equity Long Bias Index 951.64 unch.

Lyxor L/S Equity Variable Bias Index 845.03 +.27%

Lyxor L/S Equity Short Bias Index 964.96 -.25%


Sentiment/Internals
NYSE Cumulative A/D Line +64,196 +5.90%
Bloomberg New Highs-Lows Index +459 +481
Bloomberg Crude Oil % Bulls 12.0 -67.57%
CFTC Oil Net Speculative Position +76,393 +1.19%

CFTC Oil Total Open Interest 1,209,796 +2.28%
Total Put/Call .82 -21.15%
OEX Put/Call 1.52 -23.62%
ISE Sentiment 106.0 +15.22%
NYSE Arms .88 -81.11%
Volatility(VIX) 21.25 -14.11%
G7 Currency Volatility (VXY) 13.18 -6.79%
Smart Money Flow Index 9,462.10 -.58%

Money Mkt Mutual Fund Assets $3.319 Trillion -.3%
AAII % Bulls 41.58 -.22%
AAII % Bears 33.66 -19.22%


Futures Spot Prices
CRB Index 273.78 +.29%

Crude Oil 75.47 -.66%
Reformulated Gasoline 197.50 +.95%
Natural Gas 4.59 -11.12%
Heating Oil 202.68 +.82%
Gold 1,169.50 -.55%
Bloomberg Base Metals 199.53 +4.51%
Copper 323.75 +3.57%

US No. 1 Heavy Melt Scrap Steel 210.67 USD/Ton unch.

China Hot Rolled Domestic Steel Sheet 3,678 Yuan/Ton -2.02%

S&P GSCI Agriculture 339.73 -2.14%


Economy
ECRI Weekly Leading Economic Index 129.50 +.47%

Citi US Economic Surprise Index +3.70 +114.98%

Fed Fund Futures imply 7.0% chance of no change, 93.0% chance of 25 basis point cut on 12/16

US Dollar Index 75.91 +1.22%

Yield Curve 264.0 +12 basis points

10-year US Treasury Yield 3.47% +26 basis points

Federal Reserve’s Balance Sheet $2.186 Trillion -.12%

U.S. Sovereign Debt Credit Default Swap 30.0 -3.22%

10-year TIPS Spread 2.18% +8 basis points
TED Spread 22.0 -2 basis points
N. Amer. Investment Grade Credit Default Swap Index 97.48 -7.38%

Euro Financial Sector Credit Default Swap Index 69.40 -12.89%
Emerging Markets Credit Default Swap Index 284.09 +1.76%
CMBS Super Senior AAA 10-year Treasury Spread 495.0 +2.27%

M1 Money Supply $1.684 Trillion -.41%

Business Loans 672.20 -1.03%
4-Wk MA of Jobless Claims 481,300 -2.9%

Continuing Claims Unemployment Rate 4.1% unch.
Average 30-year Mortgage Rate 4.71% -7 basis points
Weekly Mortgage Applications 613.70 +2.11%

ABC Consumer Confidence -45 +2 points
Weekly Retail Sales +2.60% +50 basis points
Nationwide Gas $2.64/gallon +.01/gallon
US Heating Demand Next 7 Days 11.0% above normal
Baltic Dry Index 4,107 +3.35%

Oil Tanker Rate(Arabian Gulf to US Gulf Coast) 35.0 +16.67%

Rail Freight Carloads 165,856 -22.27%

Iraqi 2028 Govt Bonds 75.71 +.31%


Best Performing Style
Small-Cap Value +4.67%


Worst Performing Style
Large-Cap Growth +1.38%


Leading Sectors
Airlines +16.02%

REITs +9.42%

Semis +8.42%

Alt Energy +5.37%
Disk Drives +4.84%


Lagging Sectors
Energy -1.53%
Restaurants -1.76%
Oil Service -2.37%

Education -2.50%
Coal -4.17%


One-Week High-Volume Gainers


One-Week High-Volume Losers


*5-Day Change

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